+1,121.7%
ARES vs FE
+131.7%
+990.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +4.5% | -1.0% | +5.6% | +4.9% |
| 30D | +15.7% | +4.1% | +11.6% | +14.4% |
| 3M | -2.0% | -1.0% | -1.0% | -1.7% |
| 6M | +10.4% | +4.0% | +6.4% | +8.9% |
| YTD | -14.2% | +6.8% | -21.1% | -16.6% |
| 1Y | -7.8% | +5.3% | -13.0% | -10.0% |
| 3Y | +41.4% | +44.6% | -3.2% | +22.6% |
| 5Y | +83.7% | +44.2% | +39.5% | +59.0% |
| 10Y | +1,204.1% | +107.3% | +1,096.8% | +991.6% |
| All | +1,121.7% | +131.7% | +990.0% | +928.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling